Rather than argue from specific cases, I'm gonna posit a few general rules that have held to many I've seen (e.g. Heist, The Score, The Sting, Ocean's Eleven, M.I. 2)
1. The victims are a faceless entity, often a government, or a rather specific entity that deserves it
2. Innocents, including security guards and clean cops, are not killed by the protagonist.
3. Guys who treat their woman, badly lose the woman (this may go the other way, but it is still a male dominated genre)
4. Bad guys or accomplices who try to get more than their fair share tend to end up with nothing.
Not that any of this is unusual in American movie making, but in caper flicks it is far more prominent. For example, look at how the hero got in the stronghold in the Matrix, by blowing away a bunch of innocent security guards, then fighting through the elite squad, who are less innocent based on there level of armament, but still not established as bad guys.
I think this phenomenon results from the fact that the movie needs to establish someone who is often a criminal as the protagonist. We need to have sympathy for these guys (and occasional woman, I'd be interested if someone could point out one where the main protagonist was female). The appeal of these stories is obvious, they are like detective stories told from the other side, smart people committing crimes, giving the audience a chance to put together clues and figure out the plans a few minutes, or seconds, before the film tells us what's up. These films combine the pleasure of being conned by a benign pro, while at the same time being in on it. However, the entire enterprise would fall apart if we put the hero in the same category as say some Arthur Anderson accounts; their deceptions may be ingenious but who gives a damn.
In closing, a few other conventions
1. Its always the last job, and the hero knows it is unwise, but does it any ways for the thrill or some other need.
2. The hero's girlfriend really wants it to be the last job
3. At least one major thing will go wrong, typically several.
4. If anyone is new to the team and has questionable loyalties, they will betray the hero, this could be the major thing going wrong, or just an added bonus.
5. But the hero will have thought a few steps ahead.
6. You can feel really smart, even if you are only one or two seconds ahead of the movie :)